This study is meant to provide a data base for the formulation of guidelines for clinical psychiatrists regarding antidepressant treatment of depressed patients with HIV illness. This 5-year study has three components: an acute 8-week double blind placebo controlled fluoxetine trial to assess short-term efficacy and side effects for depressed patients at different stages of HIV illness; an extended safety study assessing the effects, if any, of fluoxetine on immunologic status (26-week time frame). Third is a maintenance pilot study of long-term course of mood status and the role of antidepressants in maintaining euthymia in relation to HIV illness progress (2 years beyond the 26-week protocol). This is a naturalistic follow-up of patients who remain on antidepressant medication as well as those who choose to discontinue medication. The study population will consist of HIV seropositive men and women with DSM-III-R major depressive disorder and absent to advanced manifestations of HIV infection. In study 1, our goal is to determine whether fluoxetine is superior to placebo for the entire sample of 189 study completers, and for subgroups based on HIV illness stage, ethnicity and gender. The role of concurrent HIV medications will be examined for possible mood effects and/or drug interactions. In Study 2, we will examine whether medication or improved mood alone has an effect on T cell subsets or beta 2 microglobulin levels. Immune status will be assessed on 5 occasions over 6 months. In Study 3, we will gather pilot data regarding the possible prophylactic role of antidepressants in patients who have subsequent HIV illness episodes and hospitalizations.